Browsing Working Papers (Economics) by Subject "Bayesian statistical decision theory"

Browsing Working Papers (Economics) by Subject "Bayesian statistical decision theory"

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  • Bayesian methods of forecasting inventory investment in South Africa 
    Gupta, Rangan (University of Pretoria, Department of Economics, 2007-02)
    This paper develops a Bayesian Vector Error Correction Model (BVECM) for forecasting inventory investment in South Africa. The model is estimated using quarterly data on actual sales, production, unfilled orders, price ...